I would love to learn this too. I bought some plain clips at Hobby Lobby for $2.99 the other day. I have TONS of ribbon and thought I would try to make my own, but not sure how to get started. They won't be as fancy as the bows you see on the Yorkies at shows, but I thought I'd give it a shot. Did you check YouTube? Sometimes they have good videos on there. I also thought I saw a 'make your own' tutorial on BowBiz. Let me see if I can find that.
Good luck! Sorry I couldn't be of more help!